//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Risk and decision analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"stochastic interest rate"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Interest rate
3
Option pricing theory
3
Optionspreistheorie
3
Stochastic process
3
Stochastischer Prozess
3
Zins
3
stochastic interest rate
3
Actuarial mathematics
2
Efficient hedging
2
Hedging
2
Interest rate risk
2
Lebensversicherung
2
Life insurance
2
Versicherungsmathematik
2
Zinsrisiko
2
equity-linked life insurance
2
Financial investment
1
Itô integration
1
Kapitalanlage
1
Long-range dependence
1
Portfolio selection
1
Portfolio-Management
1
Risikomanagement
1
Risk management
1
Volatility
1
Volatilität
1
Wiener process
1
arbitrage-free market
1
complete market
1
equivalent probability measure
1
fractional Brownian motion
1
option pricing
1
pathwise integration
1
risk management
1
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Melnikov, Alexander
2
Tong, Shuo
2
Melʹnikov, Aleksandr V.
1
Mišura, Julija S.
1
Published in...
All
Risk and decision analysis
Insurance / Mathematics & economics
13
Economic modelling
4
International journal of financial engineering
4
International journal of theoretical and applied finance
4
Economic Modelling
3
Insurance: Mathematics and Economics
3
Quantitative finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
ASTIN bulletin : the journal of the International Actuarial Association
2
Applied mathematical finance
2
Computational economics
2
Finance research letters
2
IMA journal of management mathematics
2
Journal of Risk and Financial Management
2
Journal of risk and financial management : JRFM
2
Risks
2
Risks : open access journal
2
The journal of computational finance
2
Annals of financial economics
1
Análisis económico
1
Applied economics
1
CIRANO Working Papers
1
Carlo Alberto Notebooks
1
China Finance Review International
1
Computational Management Science : CMS
1
Discussion Paper Serie B
1
Economics Working Papers / Departamento de Economía, Universidad Carlos III de Madrid
1
European journal of operational research : EJOR
1
Finance and Stochastics
1
HKIMR working paper
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
Journal of Emerging Market Finance
1
Journal of mathematical finance
1
Management Science
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Quantitative finance and economics
1
Queen's Economics Department Working Paper
1
Research Paper Series / Finance Discipline Group, Business School
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Valuation of finance/insurance contracts : efficient hedging and stochastic interest rates modeling
Melnikov, Alexander
;
Tong, Shuo
- In:
Risk and decision analysis
5
(
2014
)
1
,
pp. 23-41
Persistent link: https://www.econbiz.de/10010492598
Saved in:
2
On stocks and interest rates modeling in long-range dependent environment
Melnikov, Alexander
;
Mišura, Julija S.
- In:
Risk and decision analysis
5
(
2014
)
4
,
pp. 177-187
Persistent link: https://www.econbiz.de/10011286251
Saved in:
3
Efficient hedging for equity-linked life insurance contracts with
stochastic
interest
rate
Melʹnikov, Aleksandr V.
;
Tong, Shuo
- In:
Risk and decision analysis
4
(
2013
)
3
,
pp. 207-223
Persistent link: https://www.econbiz.de/10010190153
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->